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Račev, Svetlozar T.
26  results:
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1

Hedonic models of real estate prices: GAM Models; environme..:

Bailey, Jason Robert ; Lauria, Davide ; Lindquist, W. Brent..
gbv-ppn:184720144X.  , 2022
Link: http://hdl.handle.net/10..
 
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2

Systemic risk modeling with Lévy copulas:

Liu, Yuhao ; Djurić, Petar M ; Kim, Young Shin..
gbv-ppn:1763156788.  , 2021
Link: http://hdl.handle.net/10..
 
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3

Global index on financial losses due to crime in the United..:

Mahanama, Thilini ; Shirvani, Abootaleb ; Račev, Svetlozar T
gbv-ppn:1772179973.  , 2021
Link: http://hdl.handle.net/10..
 
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4

Portfolio optimization constrained by performance attributi..:

Hu, Yuan ; Lindquist, W. Brent ; Račev, Svetlozar T
gbv-ppn:1760360449.  , 2021
Link: http://hdl.handle.net/10..
 
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5

Option pricing incorporating factor dynamics in complete ma..:

Hu, Yuan ; Shirvani, Abootaleb ; Lindquist, W. Brent..
gbv-ppn:1744289247.  , 2020
Link: http://hdl.handle.net/10..
 
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6

Measuring financial risk and portfolio optimization with a .. 

Working paper series in economics ; 44
Kim, Young Shin ; Giacometti, Rosella ; Račev, Svetlozar T... , 2012
Link: http://nbn-resolving.de/..
 
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7

Portfolio analysis with multivariate normal tempered stable..:

Krause, Dirk , 2011
Link: http://nbn-resolving.de/..
 
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8

MCMC-based estimation of Markov Switching ARMA-GARCH models:

, In: Applied economics
Henneke, Jan S. ; Račev, Svetlozar T. ; Fabozzi, Frank J... (2011)  1/3 - p. 259-271
Copies: Zentrale;
 
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9

Fat-tailed models for risk estimation:

, In: The journal of portfolio management
Stoyanov, Stoyan V. ; Racheva-Yotova, Boryana ; Račev, Svetlozar T... (2010/11)  2 - p. 107-117
Copies:  Zentrale:E02 z swl 179.5 je/837; Zentrale:Magazin Zs fc 8837
 
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10

Analysis of the Intraday Effects of Economic Releases on th.. 

Working paper series in economics ; 3
Sun, Edward ; Rezania, Omid ; Račev, Svetlozar T.. , 2010
Link: http://nbn-resolving.de/..
 
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11

Estimation of operational value-at-risk in the presence of .. 

an empirical study  Working paper series in economics ; 4
Chernobai, Anna S. ; Menn, Christian ; Račev, Svetlozar T.. , 2010
Link: http://nbn-resolving.de/..
 
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12

Bayesian inference for hedge funds with stable, distributio.. 

Working paper series in economics ; 1
Güner, Biliana ; Edelmanz, Daniel ; Račev, Svetlozar T.. , 2010
Link: http://nbn-resolving.de/..
 
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13

Time series analysis for financial market meltdowns 

Working paper series in economics ; 2
Bianchi, Michele Leonardo ; Mitov, Ivan ; Kim, Young Shin.. , 2010
Link: http://nbn-resolving.de/..
 
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14

Rating based modeling of credit risk 

theory and application of migration matrices  Academic Press Advanced Finance Series
Trueck, Stefan , 2009
Copies:  BB WiWi: 11a swl 277/555
 
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15

Realized volatility and correlation estimators under non-Ga..:

, In: Economic dynamics / Chester W. Hurlington, ed.
Safari, Amir ; Sun, Wei ; Seese, Detlef G... (2009)  - p. 171-197
Copies:  BB WiWi: 11a vwl 072.9/196
 
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